9 citations · 9 across the 8 of their papers we have counts for
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stat.ME2018
Unbiased inference for discretely observed hidden Markov model diffusions
Neil K. Chada, Jordan Franks, Ajay Jasra +2
We develop a Bayesian inference method for diffusions observed discretely and with noise, which is free of discretisation bias. Unlike existing unbiased inference methods, our meth…
stat.CO2018
Coupled conditional backward sampling particle filter
Anthony Lee, Sumeetpal S. Singh, Matti Vihola
The conditional particle filter (CPF) is a promising algorithm for general hidden Markov model smoothing. Empirical evidence suggests that the variant of CPF with backward sampling…